更新時間: |
2023年3月22日
PM 7:23:17 |
恒生指數期權引伸波幅分析 |
日期 |
恒指波幅指數 |
恒生指數 |
20天歷史波幅 |
5天平均數 |
溢價 |
期權引伸波幅合理值 |
偏高 / 偏低 |
30/01/23 |
24.900% |
22069.73 |
20.400% |
18.324% |
+6.576% |
18.324% |
+6.576% |
31/01/23 |
24.780% |
21842.33 |
20.884% |
18.827% |
+5.953% |
23.003% |
+1.777% |
01/02/23 |
23.690% |
22072.18 |
20.505% |
19.405% |
+4.285% |
23.549% |
+0.141% |
02/02/23 |
23.040% |
21958.36 |
20.841% |
19.883% |
+3.157% |
23.966% |
-0.926% |
03/02/23 |
23.920% |
21660.47 |
21.106% |
20.747% |
+3.173% |
24.837% |
-0.917% |
06/02/23 |
25.670% |
21222.16 |
20.386% |
20.745% |
+4.925% |
24.323% |
+1.347% |
07/02/23 |
24.850% |
21298.70 |
20.178% |
20.603% |
+4.247% |
23.988% |
+0.862% |
08/02/23 |
23.910% |
21283.52 |
20.039% |
20.510% |
+3.400% |
23.711% |
+0.199% |
09/02/23 |
23.960% |
21624.36 |
20.308% |
20.404% |
+3.556% |
23.420% |
+0.540% |
10/02/23 |
24.830% |
21190.42 |
21.383% |
20.459% |
+4.371% |
23.316% |
+1.514% |
13/02/23 |
25.560% |
21164.42 |
21.380% |
20.658% |
+4.902% |
23.033% |
+2.527% |
14/02/23 |
25.140% |
21113.76 |
21.381% |
20.898% |
+4.242% |
23.130% |
+2.010% |
15/02/23 |
24.530% |
20812.17 |
21.749% |
21.240% |
+3.290% |
23.334% |
+1.196% |
16/02/23 |
24.050% |
20987.67 |
21.992% |
21.577% |
+2.473% |
23.526% |
+0.524% |
17/02/23 |
24.270% |
20719.81 |
21.822% |
21.665% |
+2.605% |
23.444% |
+0.826% |
20/02/23 |
24.460% |
20886.96 |
22.110% |
21.811% |
+2.649% |
23.065% |
+1.395% |
21/02/23 |
25.230% |
20529.49 |
22.593% |
22.053% |
+3.177% |
23.140% |
+2.090% |
22/02/23 |
26.240% |
20423.84 |
22.258% |
22.155% |
+4.085% |
23.065% |
+3.175% |
23/02/23 |
26.020% |
20351.35 |
21.578% |
22.072% |
+3.948% |
22.797% |
+3.223% |
24/02/23 |
27.390% |
20010.04 |
21.907% |
22.089% |
+5.301% |
22.633% |
+4.757% |
27/02/23 |
27.810% |
19943.51 |
18.258% |
21.319% |
+6.491% |
21.319% |
+6.491% |
28/02/23 |
27.200% |
19785.94 |
17.470% |
20.294% |
+6.906% |
25.295% |
+1.905% |
01/03/23 |
27.450% |
20619.71 |
23.699% |
20.582% |
+6.868% |
25.485% |
+1.965% |
02/03/23 |
26.460% |
20429.46 |
23.489% |
20.965% |
+5.495% |
25.786% |
+0.674% |
03/03/23 |
25.710% |
20567.54 |
22.896% |
21.162% |
+4.548% |
25.856% |
-0.146% |
06/03/23 |
25.480% |
20603.19 |
21.579% |
21.827% |
+3.653% |
26.129% |
-0.649% |
07/03/23 |
25.050% |
20534.48 |
21.559% |
22.644% |
+2.406% |
26.922% |
-1.872% |
08/03/23 |
25.860% |
20051.25 |
22.824% |
22.469% |
+3.391% |
26.530% |
-0.670% |
09/03/23 |
25.500% |
19925.74 |
22.158% |
22.203% |
+3.297% |
26.033% |
-0.533% |
10/03/23 |
27.390% |
19319.92 |
22.998% |
22.224% |
+5.166% |
25.874% |
+1.516% |
13/03/23 |
28.160% |
19695.97 |
24.431% |
22.794% |
+5.366% |
25.977% |
+2.183% |
14/03/23 |
31.150% |
19247.96 |
25.309% |
23.544% |
+7.606% |
26.638% |
+4.512% |
15/03/23 |
28.210% |
19539.87 |
25.773% |
24.134% |
+4.076% |
27.107% |
+1.103% |
16/03/23 |
30.250% |
19203.91 |
25.931% |
24.888% |
+5.362% |
27.750% |
+2.500% |
17/03/23 |
28.000% |
19518.59 |
26.558% |
25.600% |
+2.400% |
28.334% |
-0.334% |
20/03/23 |
31.090% |
19000.71 |
27.503% |
26.215% |
+4.875% |
28.368% |
+2.722% |
21/03/23 |
29.640% |
19258.76 |
27.657% |
26.684% |
+2.956% |
28.657% |
+0.983% |
22/03/23 |
28.090% |
19591.43 |
28.507% |
27.231% |
+0.859% |
29.020% |
-0.930% |
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國企指數期權引伸波幅分析 |
日期 |
國指波幅指數 |
國企指數 |
20天歷史波幅 |
5天平均數 |
溢價 |
期權引伸波幅合理值 |
偏高 / 偏低 |
30/01/23 |
27.850% |
7496.07 |
24.664% |
22.148% |
+5.702% |
22.148% |
+5.702% |
31/01/23 |
27.660% |
7424.92 |
24.796% |
22.658% |
+5.002% |
27.682% |
-0.022% |
01/02/23 |
26.530% |
7560.40 |
24.583% |
23.344% |
+3.186% |
28.330% |
-1.800% |
02/02/23 |
25.830% |
7505.79 |
25.015% |
23.858% |
+1.972% |
28.757% |
-2.927% |
03/02/23 |
26.800% |
7387.02 |
25.397% |
24.891% |
+1.909% |
29.798% |
-2.998% |
06/02/23 |
29.000% |
7189.37 |
25.377% |
25.034% |
+3.966% |
29.352% |
-0.352% |
07/02/23 |
28.090% |
7232.25 |
25.106% |
25.096% |
+2.994% |
29.218% |
-1.128% |
08/02/23 |
27.070% |
7189.29 |
25.059% |
25.191% |
+1.879% |
29.122% |
-2.052% |
09/02/23 |
27.080% |
7313.73 |
25.331% |
25.254% |
+1.826% |
28.988% |
-1.908% |
10/02/23 |
27.890% |
7126.19 |
26.758% |
25.526% |
+2.364% |
29.091% |
-1.201% |
13/02/23 |
28.770% |
7144.45 |
26.768% |
25.805% |
+2.965% |
28.772% |
-0.002% |
14/02/23 |
28.290% |
7110.42 |
26.740% |
26.131% |
+2.159% |
28.922% |
-0.632% |
15/02/23 |
27.650% |
7018.14 |
26.931% |
26.506% |
+1.144% |
29.118% |
-1.468% |
16/02/23 |
27.180% |
7089.95 |
27.029% |
26.845% |
+0.335% |
29.271% |
-2.091% |
17/02/23 |
27.490% |
6991.27 |
27.113% |
26.916% |
+0.574% |
29.127% |
-1.637% |
20/02/23 |
27.670% |
7063.94 |
27.467% |
27.056% |
+0.614% |
28.612% |
-0.942% |
21/02/23 |
28.580% |
6925.07 |
27.969% |
27.302% |
+1.278% |
28.647% |
-0.067% |
22/02/23 |
30.120% |
6832.76 |
27.566% |
27.429% |
+2.691% |
28.555% |
+1.565% |
23/02/23 |
29.500% |
6859.95 |
26.754% |
27.374% |
+2.126% |
28.273% |
+1.227% |
24/02/23 |
31.160% |
6703.45 |
27.340% |
27.419% |
+3.741% |
28.095% |
+3.065% |
27/02/23 |
31.350% |
6670.22 |
22.669% |
26.459% |
+4.891% |
26.459% |
+4.891% |
28/02/23 |
30.710% |
6581.47 |
22.248% |
25.315% |
+5.395% |
31.553% |
-0.843% |
01/03/23 |
30.860% |
6914.30 |
29.197% |
25.641% |
+5.219% |
31.749% |
-0.889% |
02/03/23 |
29.970% |
6857.20 |
28.857% |
26.062% |
+3.908% |
32.056% |
-2.086% |
03/03/23 |
29.310% |
6939.62 |
28.480% |
26.290% |
+3.020% |
32.120% |
-2.810% |
06/03/23 |
28.910% |
6937.50 |
26.637% |
27.084% |
+1.826% |
32.423% |
-3.513% |
07/03/23 |
28.330% |
6912.28 |
26.567% |
27.948% |
+0.382% |
33.227% |
-4.897% |
08/03/23 |
29.340% |
6727.18 |
27.829% |
27.674% |
+1.666% |
32.675% |
-3.335% |
09/03/23 |
28.910% |
6649.63 |
27.259% |
27.354% |
+1.556% |
32.073% |
-3.163% |
10/03/23 |
31.110% |
6445.90 |
27.391% |
27.137% |
+3.973% |
31.594% |
-0.484% |
13/03/23 |
31.890% |
6590.23 |
28.941% |
27.597% |
+4.293% |
31.451% |
+0.439% |
14/03/23 |
35.040% |
6439.00 |
29.655% |
28.215% |
+6.825% |
31.923% |
+3.117% |
15/03/23 |
31.600% |
6559.86 |
30.462% |
28.741% |
+2.859% |
32.283% |
-0.683% |
16/03/23 |
33.220% |
6482.47 |
30.271% |
29.344% |
+3.876% |
32.718% |
+0.502% |
17/03/23 |
30.710% |
6615.71 |
31.109% |
30.087% |
+0.623% |
33.300% |
-2.590% |
20/03/23 |
33.500% |
6469.65 |
31.465% |
30.592% |
+2.908% |
33.105% |
+0.395% |
21/03/23 |
31.990% |
6549.78 |
31.329% |
30.927% |
+1.063% |
33.213% |
-1.223% |
22/03/23 |
30.570% |
6639.99 |
31.638% |
31.162% |
-0.592% |
33.210% |
-2.640% |
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